feat(交易信号): 持仓状态持久化至 Redis 以保障重启与多实例下均价计算准确

Motivation:
持仓与已处理信号的状态此前仅存于进程内存，服务重启或多实例部署后会丢失，导致加仓均价、仓位大小等计算失真，重复信号也无法跨实例幂等。通过将状态持久化到 Redis，保证持仓跟踪跨重启、跨实例连续一致，提升通知内容的准确性与可靠性。

Changes:

* 新增持仓存储抽象，支持内存与 Redis 两种实现，持仓状态与已处理信号快照按 TTL 持久化
* 持仓变更通过 Redis 事务管道原子提交，保证状态更新与幂等记录一致写入
* 存储写入失败时消息进入重试而非直接确认，避免状态丢失导致通知失真
* 缓存层新增原始值读取与批量事务写入能力，并在订阅器初始化时注入 Redis 依赖
* 补充跨实例持久化、幂等去重与存储失败场景的测试覆盖

internal/subscriber/tradesignal/transform_test.go

@@ -77,6 +77,15 @@ func TestApplyDoesNotChangeMarginRatioOnlySignals(t *testing.T) {
 	}
 }
 
+func mustApply(t *testing.T, tr *Tracker, signal *Signal) Snapshot {
+	t.Helper()
+	snap, err := tr.Apply(signal)
+	if err != nil {
+		t.Fatal(err)
+	}
+	return snap
+}
+
 func TestAvgPriceOpenAndAdd(t *testing.T) {
 	tr := NewTracker()
 
@@ -89,7 +98,7 @@ func TestAvgPriceOpenAndAdd(t *testing.T) {
 		Quantity:     ptr(2),
 		Price:        100,
 	}
-	snap := tr.Apply(open)
+	snap := mustApply(t, tr, open)
 	if !snap.HasAvg || snap.AvgPrice != 100 {
 		t.Fatalf("open avg=%v has=%v", snap.AvgPrice, snap.HasAvg)
 	}
@@ -103,7 +112,7 @@ func TestAvgPriceOpenAndAdd(t *testing.T) {
 		Quantity:     ptr(2),
 		Price:        200,
 	}
-	snap = tr.Apply(add)
+	snap = mustApply(t, tr, add)
 	if !snap.HasAvg || math.Abs(snap.AvgPrice-150) > 1e-9 {
 		t.Fatalf("expected avg 150, got %v", snap.AvgPrice)
 	}
@@ -121,7 +130,7 @@ func TestAvgPriceWithMarginRatio(t *testing.T) {
 		AmountMarginRatio: ptr(0.1),
 		Price:             100,
 	}
-	tr.Apply(open)
+	mustApply(t, tr, open)
 
 	add := &Signal{
 		SignalID:          "r2",
@@ -132,7 +141,7 @@ func TestAvgPriceWithMarginRatio(t *testing.T) {
 		AmountMarginRatio: ptr(0.1),
 		Price:             200,
 	}
-	snap := tr.Apply(add)
+	snap := mustApply(t, tr, add)
 	if !snap.HasAvg || math.Abs(snap.AvgPrice-150) > 1e-9 {
 		t.Fatalf("expected weighted avg 150, got %v", snap.AvgPrice)
 	}
@@ -140,7 +149,7 @@ func TestAvgPriceWithMarginRatio(t *testing.T) {
 
 func TestCloseKeepsEntryAvgInSnapshot(t *testing.T) {
 	tr := NewTracker()
-	tr.Apply(&Signal{
+	mustApply(t, tr, &Signal{
 		SignalID:     "c1",
 		StrategyCode: "BLONG",
 		Symbol:       "BTCUSDT",
@@ -150,7 +159,7 @@ func TestCloseKeepsEntryAvgInSnapshot(t *testing.T) {
 		Price:        64000,
 	})
 
-	snap := tr.Apply(&Signal{
+	snap := mustApply(t, tr, &Signal{
 		SignalID:     "c2",
 		StrategyCode: "BLONG",
 		Symbol:       "BTCUSDT",
@@ -162,7 +171,7 @@ func TestCloseKeepsEntryAvgInSnapshot(t *testing.T) {
 		t.Fatalf("close should report entry avg 64000, got %v", snap.AvgPrice)
 	}
 
-	snap = tr.Apply(&Signal{
+	snap = mustApply(t, tr, &Signal{
 		SignalID:     "c3",
 		StrategyCode: "BLONG",
 		Symbol:       "BTCUSDT",
@@ -187,10 +196,10 @@ func TestSignalIDIdempotent(t *testing.T) {
 		Quantity:     ptr(1),
 		Price:        100,
 	}
-	tr.Apply(sig)
-	tr.Apply(sig)
+	mustApply(t, tr, sig)
+	mustApply(t, tr, sig)
 
-	snap := tr.Apply(&Signal{
+	snap := mustApply(t, tr, &Signal{
 		SignalID:     "dup2",
 		StrategyCode: "BLONG",
 		Symbol:       "BTCUSDT",
@@ -206,11 +215,11 @@ func TestSignalIDIdempotent(t *testing.T) {
 
 func TestDifferentSideIsolated(t *testing.T) {
 	tr := NewTracker()
-	tr.Apply(&Signal{
+	mustApply(t, tr, &Signal{
 		SignalID: "l1", StrategyCode: "BLONG", Symbol: "BTCUSDT", Side: "LONG",
 		Action: "OPEN", Quantity: ptr(1), Price: 100,
 	})
-	snap := tr.Apply(&Signal{
+	snap := mustApply(t, tr, &Signal{
 		SignalID: "s1", StrategyCode: "BLONG", Symbol: "BTCUSDT", Side: "SHORT",
 		Action: "OPEN", Quantity: ptr(1), Price: 200,
 	})